CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 0.7366 0.7360 -0.0006 -0.1% 0.7397
High 0.7379 0.7376 -0.0003 0.0% 0.7426
Low 0.7333 0.7309 -0.0024 -0.3% 0.7201
Close 0.7369 0.7328 -0.0041 -0.6% 0.7366
Range 0.0046 0.0067 0.0021 45.7% 0.0225
ATR 0.0091 0.0089 -0.0002 -1.9% 0.0000
Volume 52,093 73,768 21,675 41.6% 542,771
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7539 0.7500 0.7365
R3 0.7472 0.7433 0.7346
R2 0.7405 0.7405 0.7340
R1 0.7366 0.7366 0.7334 0.7352
PP 0.7338 0.7338 0.7338 0.7331
S1 0.7299 0.7299 0.7322 0.7285
S2 0.7271 0.7271 0.7316
S3 0.7204 0.7232 0.7310
S4 0.7137 0.7165 0.7291
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8006 0.7911 0.7490
R3 0.7781 0.7686 0.7428
R2 0.7556 0.7556 0.7407
R1 0.7461 0.7461 0.7387 0.7396
PP 0.7331 0.7331 0.7331 0.7299
S1 0.7236 0.7236 0.7345 0.7171
S2 0.7106 0.7106 0.7325
S3 0.6881 0.7011 0.7304
S4 0.6656 0.6786 0.7242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7398 0.7201 0.0197 2.7% 0.0083 1.1% 64% False False 90,232
10 0.7426 0.7201 0.0225 3.1% 0.0087 1.2% 56% False False 92,603
20 0.7426 0.7201 0.0225 3.1% 0.0088 1.2% 56% False False 91,207
40 0.7737 0.7201 0.0536 7.3% 0.0091 1.2% 24% False False 86,381
60 0.7814 0.7201 0.0613 8.4% 0.0094 1.3% 21% False False 68,805
80 0.8109 0.7201 0.0908 12.4% 0.0095 1.3% 14% False False 51,685
100 0.8109 0.7201 0.0908 12.4% 0.0092 1.3% 14% False False 41,370
120 0.8109 0.7201 0.0908 12.4% 0.0088 1.2% 14% False False 34,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7551
1.618 0.7484
1.000 0.7443
0.618 0.7417
HIGH 0.7376
0.618 0.7350
0.500 0.7343
0.382 0.7335
LOW 0.7309
0.618 0.7268
1.000 0.7242
1.618 0.7201
2.618 0.7134
4.250 0.7024
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 0.7343 0.7348
PP 0.7338 0.7341
S1 0.7333 0.7335

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These figures are updated between 7pm and 10pm EST after a trading day.

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